The asymptotic distribution of the change-point estimator in a jump change- point model is considered. For the jump change-point model Xi - α ＋ θ{[nτ0] 〈 i ≤ n} ＋ εi, where εi （i = 1,…. , n） are independen...The asymptotic distribution of the change-point estimator in a jump change- point model is considered. For the jump change-point model Xi - α ＋ θ{[nτ0] 〈 i ≤ n} ＋ εi, where εi （i = 1,…. , n） are independent identically distributed random variables with Eεi -= 0 and Var（εi） 〈 ∞, with the help of the slip window method, the asymptotic distribution of the jump change-point estimator τ is studied under the condition of the local alternative hypothesis.展开更多
基金supported by the Major Programs of the Ministry of Education of China (No. 309017)the Humanities and Social Sciences Project of the Ministry of Education of China (No. 12YJC910007)+1 种基金the Anhui Provincial Natural Science Foundation of China (No. 1208085QA12)the Fundamental Research Funds for the Central Universities (No. 2011HGXJ1078)
文摘The asymptotic distribution of the change-point estimator in a jump change- point model is considered. For the jump change-point model Xi - α ＋ θ{[nτ0] 〈 i ≤ n} ＋ εi, where εi （i = 1,…. , n） are independent identically distributed random variables with Eεi -= 0 and Var（εi） 〈 ∞, with the help of the slip window method, the asymptotic distribution of the jump change-point estimator τ is studied under the condition of the local alternative hypothesis.
